IMHO, Kerdi is a really good way to build a shower. Check out www.schluter.com and you can read about it and view some installation videos. Also, check out www.johnbridge.com for insight on tiling and showers and some real-time feedback on how others have fared.
There are ways to keep fairly constant pressure with a well system (assuming you have enough yield recovery)...search on cycle stop valves. For multiple jets, keep in mind that you will go through a bunch of water, and the supply line likely would need to be 3/4" to the shower and your WH will probably need to be upsized to handle the load. This may lead to numerous other upgrades outside the bathroom itself, maybe significantly adding to the cost so you can enjoy the thing to the fullest. It is a luxury, and has some significant costs.